+921.6%
SMCI vs ALM
+856.4%
+65.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -2.7% |
| 7D | -1.3% | -7.1% | +5.8% | -0.4% |
| 30D | +18.3% | +24.7% | -6.4% | +14.8% |
| 3M | +27.7% | +8.3% | +19.4% | +25.7% |
| 6M | +17.6% | -22.2% | +39.8% | +19.4% |
| YTD | +27.7% | +88.1% | -60.4% | +21.0% |
| 1Y | -14.9% | +272.4% | -287.2% | -23.6% |
| 3Y | +33.2% | +2,004.1% | -1,970.9% | +2.2% |
| 5Y | +921.6% | +915.8% | +5.8% | +713.1% |
| All | +921.6% | +856.4% | +65.2% | +713.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling